Date | Average Spread | Last Best Bid Price | Last Best Ask Price | Last Best Bid Volume | Last Best Ask Volume | Average Buy Volume | Average Sell Volume | Average Buy Value | Average Sell Value | Spreads Availability Ratio | Quote Availability |
---|---|---|---|---|---|---|---|---|---|---|---|
01/04/2025 | 14.96% | 0.05 CHF | 0.06 CHF | 500,000 | 25,000 | 500,000 | 25,000 | 31,665 CHF | 1,833 CHF | 99.22% | 99.22% |
31/03/2025 | 13.57% | 0.07 CHF | 0.08 CHF | 500,000 | 25,000 | 500,000 | 25,000 | 34,478 CHF | 1,974 CHF | 98.50% | 98.50% |
28/03/2025 | 10.48% | 0.09 CHF | 0.10 CHF | 500,000 | 25,000 | 482,093 | 25,000 | 43,838 CHF | 2,514 CHF | 98.58% | 98.58% |
27/03/2025 | 13.21% | 0.08 CHF | 0.09 CHF | 75,000 | 25,000 | 75,000 | 25,000 | 5,309 CHF | 2,020 CHF | 100.00% | 100.00% |
26/03/2025 | 12.74% | 0.07 CHF | 0.08 CHF | 75,000 | 12,500 | 380,119 | 24,972 | 29,041 CHF | 2,102 CHF | 93.00% | 100.00% |
25/03/2025 | 7.91% | 0.12 CHF | 0.13 CHF | 420,000 | 25,000 | 416,161 | 25,000 | 50,507 CHF | 3,291 CHF | 100.00% | 100.00% |
24/03/2025 | 8.22% | 0.12 CHF | 0.13 CHF | 420,000 | 25,000 | 432,765 | 25,000 | 50,447 CHF | 3,174 CHF | 100.00% | 100.00% |
21/03/2025 | 8.79% | 0.11 CHF | 0.12 CHF | 460,000 | 25,000 | 463,712 | 25,000 | 50,454 CHF | 2,977 CHF | 99.99% | 99.99% |
20/03/2025 | 10.54% | 0.10 CHF | 0.11 CHF | 500,000 | 25,000 | 498,144 | 24,833 | 45,125 CHF | 2,498 CHF | 96.77% | 96.77% |
19/03/2025 | 9.73% | 0.09 CHF | 0.10 CHF | 500,000 | 25,000 | 495,044 | 25,000 | 48,529 CHF | 2,704 CHF | 97.54% | 97.54% |